In this paper, we have considered the heat engine and Joule-Thomson expansion for the charged AdS black hole in the context of the non-linear electrodynamics and massive gravity.For the black hole heat engine, we obtained the analytical expression for the efficiency in terms of either the entropies or the temperatures and pressures in various limits. For the Joule-Thomson expansion of the black hole, we derived the isenthalpic curves in T − P diagram, the Joule-Thomson coefficient, and the inversion curves. We also indicated in detail the effects of the non-linear electrodynamics and massive gravity on the heat engine efficiency and the Joule-Thomson expansion of the black hole.